Criteria for the finiteness of the strong <i>p</i>-variation for Lévy-type processes
Criteria for the finiteness of the strong <i>p</i>-variation for Lévy-type processes
Using generalized Blumenthal–Getoor indices, we obtain criteria for the finiteness of the p-variation of Lévy-type processes. This class of stochastic processes includes solutions of Skorokhod-type stochastic differential equations (SDEs), certain Feller processes and solutions of Lévy driven SDEs. The class of processes is wider than in earlier contributions and using …